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Predicting financial crises and signal indicators in G7 countries

Alpdoğan, Hilal; Akal, Mustafa; Kabasakal, Ali; … - In: Zagreb international review of economics & business 26 (2023) 1, pp. 29-53

Persistent link: https://www.econbiz.de/10014490925

A bayesian signals approach for the detection of crises

Michaēlidēs, Panagiōtēs G.; Tsionas, Efthymios G.; … - In: Journal of quantitative economics 18 (2020) 3, pp. 551-585

Persistent link: https://www.econbiz.de/10012418855

Predicting financial vulnerability in Malaysia : evidence from the signals approach

Kuek, Tai-Hock; Puah, Chin-Hong; M. Affendy Arip - In: Research in world economy 10 (2019) 3, pp. 89-98

Persistent link: https://www.econbiz.de/10012233393

Constructing a composite indicator to assess cyclical systemic risks : an early warning approach

Koponen, Heidi - 2024

The main contribution of this paper is the construction of a cyclical systemic risk indicator from early warning indicators of banking crises (EWIs) used in Finland. Previous research has shown that combining EWIs can enhance their early warning properties. This study evaluates the indicator's...

Persistent link: https://www.econbiz.de/10014526680

A new database for financial crises in European countries : ECB/ESRB EU crises database

Lo Duca, Marco; Koban, Anne; Basten, Marisa; Bengtsson, … - 2017

univariate signalling models. …

Persistent link: https://www.econbiz.de/10011972947

A new database for financial crises in European countries : ECB/ESRB EU crises database : developed by FSC MPAG and ESRB AWG

Lo Duca, Marco; Koban, Anne; Basten, Marisa; Bengtsson, … - 2017

univariate signalling models. …

Persistent link: https://www.econbiz.de/10011698592

Adaptive early warning systems : an axiomatic approach

Bhimjee, Diptes C. P. - In: Journal of central banking theory and practice 11 (2022) 2, pp. 145-164

The U.S. Subprime Crisis and the subsequent Great Recession have highlighted a renewed interest in the proper design and implementation of Early Warning Systems (E.W.S.), in order to help deter the onset of subsequent extreme financial events, through the implementation of adequate crisis...

Persistent link: https://www.econbiz.de/10013347094

Why have credit variables taken centre stage in predicting systemic banking crises?

Audit, Dooneshsingh; Nafis Alam - In: Latin American journal of central banking : LAJCB 3 (2022) 1, pp. 1-11

In this paper, we investigate the growing prominence of credit in the systemic banking crisis prediction literature. Through the application of the signal extraction model and multivariate probit panel regression, we evaluate the performance of the absolute change in credit-to-GDP ratio as an...

Persistent link: https://www.econbiz.de/10013198128

Identifying Early Warning Indicators for Real Estate-Related Banking Crises

Ferrari, Stijn; Pirovano, Mara; Cornacchia, Wanda - 2021

-related banking crises. Relying on data on real estate-related banking crises for 25 EU countries, a signalling approach is applied in … indicate that combining multiple variables improves early warning signalling performance compared with assessing each indicator … relatively well at individual country level. Even though the best performing indicators have relatively good signalling abilities …

Persistent link: https://www.econbiz.de/10013248870

Early warning system for economic and financial risks in Kazakhstan

Bhattacharyay, Biswanath; Dlugosch, Dennis; Kolb, Benedikt - 2009

This paper proposes a macro-prudential financial soundness analysis that can be used by most developing and transformation countries with or without crisis experience as well as by developed countries with limited data. The objective is to detect economic and financial sector vulnerability,...

Persistent link: https://www.econbiz.de/10003897420